-38.1%
DRUG vs VOO
+72.8%
-110.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.1% |
| 7D | +4.9% | -0.6% | +5.5% | +4.8% |
| 30D | -58.2% | -3.6% | -54.5% | -57.8% |
| 3M | -72.0% | -2.7% | -69.3% | -71.8% |
| 6M | -73.6% | +2.2% | -75.8% | -73.7% |
| YTD | -71.0% | +10.9% | -81.9% | -71.6% |
| 1Y | -61.9% | +11.3% | -73.2% | -62.7% |
| 3Y | +1,768.6% | +76.9% | +1,691.7% | +1,301.5% |
| 5Y | -38.1% | +73.5% | -111.6% | -54.5% |
| All | -38.1% | +72.8% | -110.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling